A Comparison on the Differential Entropy

  • Kim, Dae-Hak (Catholic University of Daegu, Department of Statistical information)
  • 발행 : 2005.08.31

초록

Entropy is the basic concept of information theory. It is well defined for random varibles with known probability density function(pdf). For given data with unknown pdf, entropy should be estimated. Usually, estimation of entropy is based on the approximations. In this paper, we consider a kernel based approximation and compare it to the cumulant approximation method for several distributions. Monte carlo simulation for various sample size is conducted.

키워드

참고문헌

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